CTE for segregated fund guarantees is a good application

Guarantees for segregated funds typically have bounded payoff. For these types of guarantees, the variation of the function being integrated is usually finite so that the error in the integral is bounded by the Star Discrepancy times the variation of the function. This follows from the Koksma and Koksma-Hlawka inequalities.

Cajunism 4   Conditional Tail Expectation for segregated fund guarantees usually involves a bounded payoff, similar to a put option. The variation is therefore often finite. This means the inequality bounds for any Monte Carlo or Quasi Random Monte Carlo method apply. This in turn means reducing the error bound means lowering the discrepancy of the points used to perform the integral.